| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1987 |
02-Jul-1987 |
Change |
Change % |
Previous Week |
| Open |
2,404.00 |
2,426.30 |
22.30 |
0.9% |
2,434.00 |
| High |
2,430.80 |
2,446.30 |
15.50 |
0.6% |
2,466.00 |
| Low |
2,391.30 |
2,415.70 |
24.40 |
1.0% |
2,415.30 |
| Close |
2,409.80 |
2,436.70 |
26.90 |
1.1% |
2,436.90 |
| Range |
39.50 |
30.60 |
-8.90 |
-22.5% |
50.70 |
| ATR |
42.86 |
42.40 |
-0.45 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.70 |
2,511.30 |
2,453.53 |
|
| R3 |
2,494.10 |
2,480.70 |
2,445.12 |
|
| R2 |
2,463.50 |
2,463.50 |
2,442.31 |
|
| R1 |
2,450.10 |
2,450.10 |
2,439.51 |
2,456.80 |
| PP |
2,432.90 |
2,432.90 |
2,432.90 |
2,436.25 |
| S1 |
2,419.50 |
2,419.50 |
2,433.90 |
2,426.20 |
| S2 |
2,402.30 |
2,402.30 |
2,431.09 |
|
| S3 |
2,371.70 |
2,388.90 |
2,428.29 |
|
| S4 |
2,341.10 |
2,358.30 |
2,419.87 |
|
|
| Weekly Pivots for week ending 26-Jun-1987 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.50 |
2,564.90 |
2,464.79 |
|
| R3 |
2,540.80 |
2,514.20 |
2,450.84 |
|
| R2 |
2,490.10 |
2,490.10 |
2,446.20 |
|
| R1 |
2,463.50 |
2,463.50 |
2,441.55 |
2,476.80 |
| PP |
2,439.40 |
2,439.40 |
2,439.40 |
2,446.05 |
| S1 |
2,412.80 |
2,412.80 |
2,432.25 |
2,426.10 |
| S2 |
2,388.70 |
2,388.70 |
2,427.61 |
|
| S3 |
2,338.00 |
2,362.10 |
2,422.96 |
|
| S4 |
2,287.30 |
2,311.40 |
2,409.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,460.30 |
2,391.30 |
69.00 |
2.8% |
38.40 |
1.6% |
66% |
False |
False |
|
| 10 |
2,466.00 |
2,391.30 |
74.70 |
3.1% |
38.14 |
1.6% |
61% |
False |
False |
|
| 20 |
2,466.00 |
2,306.90 |
159.10 |
6.5% |
39.41 |
1.6% |
82% |
False |
False |
|
| 40 |
2,466.00 |
2,188.50 |
277.50 |
11.4% |
45.39 |
1.9% |
89% |
False |
False |
|
| 60 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
51.40 |
2.1% |
90% |
False |
False |
|
| 80 |
2,466.00 |
2,180.50 |
285.50 |
11.7% |
51.16 |
2.1% |
90% |
False |
False |
|
| 100 |
2,466.00 |
2,134.40 |
331.60 |
13.6% |
49.85 |
2.0% |
91% |
False |
False |
|
| 120 |
2,466.00 |
1,994.50 |
471.50 |
19.3% |
50.35 |
2.1% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.35 |
|
2.618 |
2,526.41 |
|
1.618 |
2,495.81 |
|
1.000 |
2,476.90 |
|
0.618 |
2,465.21 |
|
HIGH |
2,446.30 |
|
0.618 |
2,434.61 |
|
0.500 |
2,431.00 |
|
0.382 |
2,427.39 |
|
LOW |
2,415.70 |
|
0.618 |
2,396.79 |
|
1.000 |
2,385.10 |
|
1.618 |
2,366.19 |
|
2.618 |
2,335.59 |
|
4.250 |
2,285.65 |
|
|